+0.6%
ZS vs WWD
+167.9%
-167.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.6% |
| 7D | -3.8% | +0.6% | -4.5% | -3.9% |
| 30D | -6.0% | -5.1% | -0.9% | -5.2% |
| 3M | +32.0% | -11.2% | +43.2% | +33.9% |
| 6M | +2.1% | -12.0% | +14.2% | +3.2% |
| YTD | -26.2% | +12.0% | -38.1% | -31.8% |
| 1Y | -41.2% | +42.8% | -84.0% | -51.0% |
| All | +0.6% | +167.9% | -167.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling